Yuriy Kozachenko

Publication Activity (10 Years)

Years Active: 2014-2018
Publications (10 Years): 5

Top Topics

Fractional Brownian Motion

Gaussian White Noise

Low Pass Filtering

Covariance Function

Top Venues

Monte Carlo Methods Appl.

IEEE Trans. Inf. Theory

Publications

Yuriy Kozachenko, Anatolii Pashko, Olga Vasylyk
Simulation of generalized fractional Brownian motion in C([0, T]). Monte Carlo Methods Appl. 24 (3) (2018)
Yuriy Kozachenko, Marina Petranova
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ⁢ ( [ 0 , T ] ) C([0, T]). Monte Carlo Methods Appl. 23 (4) (2017)
Yuriy Kozachenko, Andriy Olenko
Aliasing-truncation Errors in Sampling Approximations of Sub-Gaussian Signals. CoRR (2016)
Yuriy Kozachenko, Andriy Olenko
Whittaker-Kotel'nikov-Shannon approximation of $\varphi$-sub-Gaussian random processes. CoRR (2016)
Yuriy Kozachenko, Andriy Olenko
Aliasing-Truncation Errors in Sampling Approximations of Sub-Gaussian Signals. IEEE Trans. Inf. Theory 62 (10) (2016)
Yuriy Kozachenko, Mykola P. Sergiienko
The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process. Monte Carlo Methods Appl. 20 (2) (2014)